Moog Correlations

MOG-B Preferred Stock

USD 205.00 6.07 3.05%

The current 90-days correlation between Moog Inc and Moog Inc is -0.31 (i.e., Very good diversification). The correlation of Moog is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Moog Correlation With Market

Very good diversification

The correlation between Moog Inc and DJI is -0.23 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Moog Inc and DJI in the same portfolio, assuming nothing else is changed.

The ability to find closely correlated positions to Moog could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Moog when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Moog - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Moog Inc to buy it.

Moving together with Moog Preferred Stock

0.8	RTX	Raytheon Technologies Earnings Call Today	Pair Corr
0.77	BA	Boeing Earnings Call This Week	Pair Corr
0.75	EADSF	Airbus Group SE	Pair Corr
0.74	EADSY	Airbus Group NV Earnings Call This Week	Pair Corr
0.77	TDG	Transdigm Group	Pair Corr
0.62	GD	General Dynamics Earnings Call Tomorrow	Pair Corr
0.75	HWM	Howmet Aerospace Earnings Call This Week	Pair Corr
0.61	PFE	Pfizer Inc	Pair Corr
0.65	MSGE	Madison Square Garden	Pair Corr
0.67	SCGLF	Socit Gnrale Socit	Pair Corr
0.63	084659BC4	BERKSHIRE HATHAWAY ENERGY	Pair Corr
0.61	PSX	Phillips 66 Earnings Call This Week	Pair Corr
0.67	PRCH	Porch Group Sell-off Trend	Pair Corr
0.7	ARTNB	Artesian Resources	Pair Corr
0.84	BDIMF	Black Diamond Group	Pair Corr
0.63	KEP	Korea Electric Power	Pair Corr
0.75	NBXG	Neuberger Berman Next Normal Trading	Pair Corr
0.61	GRMHF	Greentown Management	Pair Corr
0.7	PHLT	Performant Healthcare, Symbol Change	Pair Corr
0.72	VST	Vistra Energy Corp	Pair Corr

Moving against Moog Preferred Stock

0.37	DECAU	Denali Capital Acqui	Pair Corr
0.32	GPUS	Hyperscale Data, Symbol Change	Pair Corr

Related Correlations Analysis

	MOG-A	VVX	NPK	WWD	HEI-A	GEF-B	GTN-A	MKC
MOG-A		-0.12	0.49	0.74	0.67	0.54	0.58	-0.39	MOG-A
VVX	-0.12		-0.07	-0.31	-0.34	-0.15	-0.05	0.38	VVX
NPK	0.49	-0.07		0.85	0.83	0.91	0.91	-0.24	NPK
WWD	0.74	-0.31	0.85		0.97	0.92	0.86	-0.34	WWD
HEI-A	0.67	-0.34	0.83	0.97		0.91	0.83	-0.27	HEI-A
GEF-B	0.54	-0.15	0.91	0.92	0.91		0.86	-0.12	GEF-B
GTN-A	0.58	-0.05	0.91	0.86	0.83	0.86		-0.34	GTN-A
MKC	-0.39	0.38	-0.24	-0.34	-0.27	-0.12	-0.34		MKC
	MOG-A	VVX	NPK	WWD	HEI-A	GEF-B	GTN-A	MKC

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

HEI-A	+ 0.97	WWD
GEF-B	+ 0.92	WWD
GEF-B	+ 0.91	NPK
GTN-A	+ 0.91	NPK
GEF-B	+ 0.91	HEI-A
GTN-A	+ 0.86	WWD

High negative correlations

MKC	- 0.39	MOG-A
MKC	- 0.34	GTN-A
MKC	- 0.34	WWD
HEI-A	- 0.34	VVX
WWD	- 0.31	VVX
MKC	- 0.27	HEI-A

Risk-Adjusted Indicators

There is a big difference between Moog Preferred Stock performing well and Moog Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Moog's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
MOG-A	1.26	0.10	0.05	0.23	1.38	(1.31)	3.20	(2.53)	8.30
VVX	1.34	(0.18)	0.00	(0.04)	0.00	0.00	3.56	(3.36)	12.09
NPK	1.56	0.20	0.12	0.34	1.40	(1.78)	3.90	(2.56)	11.00
WWD	1.14	0.49	0.38	0.72	0.67	(1.44)	3.73	(2.06)	7.99
HEI-A	1.16	0.26	0.15	0.58	1.11	(1.29)	2.21	(2.47)	10.51
GEF-B	1.54	0.21	0.15	0.35	1.09	(1.96)	3.53	(2.22)	15.93
GTN-A	4.25	0.87	0.16	3.04	4.03	(5.72)	11.67	(6.31)	36.54
MKC	1.08	(0.18)	0.00	(0.12)	0.00	0.00	1.82	(2.21)	7.18

Be your own money manager

Our tools can tell you how much better you can do entering a position in Moog without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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